QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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FedFunds Class Reference

Fed Funds rate fixed by the FED. More...

#include <ql/indexes/ibor/fedfunds.hpp>

Public Member Functions

 FedFunds (const Handle< YieldTermStructure > &h={})

Detailed Description

Fed Funds rate fixed by the FED.

(for balances held at the Federal Reserve)